They certainly do have free will in the movies, but you just named a small group of orcs, mostly high ranking ones, and declared that ALL orcs are the same because some of this small group is loyal.

No, most of them are like Grishnákh; they follow orders out of fear and/or similar goals, but will do whatever they want if the chance is given to them. A perfectly loyal orc without free will would not kill orcs that Sauron/Saruman wanted alive.

What about Shagrat and Gorbag fighting over Frodo's mythril? One wanted it to go to Sauron, but the other wanted to keep it for himself. Is that not free will? Free will: ability to make choices free from certain kinds of constraints. Clearly Sauron would want the mythril, but one of the orcs didn't care and wanted it for himself. That is free will. If the orcs had no free will, they would never fight amongst themselves, as that would never be Sauron's will.The only reason the movie doesn't show their free will as often as the books is that you only have X minutes to work with, and those minutes aren't best spent trying to sympathize with orcs that may not want to be in this war.